Inside the Morningstar Style Box for Alternatives

Where do liquid alternative funds fall in the alternatives style box?

MORNINGSTAR MANAGER RESEARCH / JASON KEPHART, SENIOR ANALYST

We recently introduced the Morningstar Style Box for alternative funds, a new research framework for evaluating liquid alternatives investments that will be available to Morningstar Direct clients at the end of October. We first introduced the alternatives style box in our October 2016 paper, which showed how its main components of correlation and volatility can help investors quickly and intuitively gauge a fund’s diversification potential. In this follow-up report, we take a bottom-up...

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